+153.7%
ARKK vs GEHC
+2.1%
+151.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -3.1% | -7.2% | +4.1% | +0.3% |
| 30D | +2.7% | -11.6% | +14.3% | +8.6% |
| 3M | +10.8% | -0.8% | +11.6% | +9.8% |
| 6M | +14.4% | -11.9% | +26.3% | +19.7% |
| YTD | +8.7% | -21.9% | +30.6% | +20.3% |
| 1Y | +6.7% | -17.8% | +24.6% | +14.6% |
| 3Y | +87.4% | -3.5% | +90.9% | +82.4% |
| All | +153.7% | +2.1% | +151.6% | +135.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GEHC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling